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The Trendrating model has been over 70% accurate at identifying the sectors likely to outperform over the subsequent month. Tests run since 1999, using this approach resulted in 93 bps of annualized alpha through sector selection alone. Within the report we have paired each sector with the respective SPDR ETF.

Momentum is strongest in Developed Europe Oil & Gas and Telecoms exhibited the strongest move to negative momentum Health Care was the only sector to show an improvement in momentum Model is advocating an over-weight for DM Europe and DM Asia equity Investing along with the model strategy returned 2% in June, out-performing its benchmark...

This report will utilise Trendrating’s Smart Momentum Analytics to assess the health of equity in developed markets and summarise momentum events in the last month. It will also suggest a strategic allocation across G7 Countries/ Sectors MARKET OVERVIEW/ Market Breadth The Chart below analyses market breadth in Developed Markets Equity Sectors. Technology, Consumer Goods and...

This report will analyse the universe of indices covered by Trendrating. It will assess the distribution of momentum ratings, summarize rating changes observed over the last month, validate the performance of issued ratings over various time periods and finally, will graphically show the timing of some issued positive and negative ratings. Sectors: Momentum Rating Distribution...

This report will analyse the universe of indices covered by Trendrating. It will assess the distribution of momentum ratings, summarize rating changes observed over the last month, validate the performance of issued ratings over various time periods and finally, will graphically show the timing of some issued positive and negative ratings. Indices: Momentum Rating Distribution...

January was a terrible month for global equity. The pain in January continued into February. Since mid-February however, equity markets, driven by select sectors, have experienced a modest recovery. The chart above displays the most recent momentum ratings issued by Trendrating to the FTSE All-Word ex US Index and is representative of what happened in...